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Execution Report Message Fields

This section contains all possible fields that are sent in Execution Reports. Not all fields are sent on each Execution Report. Additional or unexpected FIX fields on all FIX messages should be ignored.

Table 1. Execution Report Message Fields
TagField NameReq’dDescription
35Standard Message HeaderYMsgType=‘8’
20ExecTransTypeY
  • 0=New
  • 3=Status
17ExecIDYDay-unique id of execution message. Will be zero for ExecTransType of Status (3).
18ExecInstNCopied from order.
9416ExtendedExecInstNCopied from order.
150ExecTypeY
  • Reason for this Execution Report:
  • 0=New (acknowledgment of new order)
  • 1=Partial Fill
  • 2=Fill
  • 3=DoneForDay
  • 4=Canceled
  • 5=Replaced
  • 6=Pending Cancel
  • 8=Rejected
  • D=Restated
  • E=Pending Replace
  • Pending Cancel ‘6’ and Pending Replace ‘E’ are only valid for routed orders that have posted to an away market.
  • For Standard FIX Drop, only ‘1’ or ‘2’ will be sent and will always equal OrdStatus (39). For Order by Order FIX Drop, all execution information will be sent.
378ExecRestatementReasonN
  • Only present when 150=D
  • 3=Repricing of Peg Order
  • 4=State Change
  • 5=Reduction of OrdQty due to SWP or MTP Decrement
  • 6=Price Sliding Reprice or Reserve Order Reload
  • C=Cboe Market Close (CMC)
11ClOrdIDY
  • ClOrdID of the order being accepted, executed or rejected.
  • -or-
  • ClOrdID of the cancel or replace request.
  • -or-
  • ClOrdID of the order subject to unsolicited cancel (OrigClOrdID will not be present).
41OrigClOrdIDNClOrdID of the order being cancelled or replaced (for a solicited Cancel or Cancel/Replace, otherwise not present).
37OrderIdYOrderId (supplied by Cboe).
382NoContraBrokersNOnly present on trades. Always 1.
375ContraBrokerN
  • Only present on trades.
  • AMEX=Routed to NYSE American
  • ARCA=Routed to NYSE Arca
  • BEX=Routed to Nasdaq Texas
  • CHX=Routed to NYSE Texas
  • ICRS=Routed to Intelligent Cross (pending approval)
  • IEX=Routed to Investors Exchange
  • INET=Routed to Nasdaq
  • LTSE=Routed to Long Term Stock Exchange
  • MEMX=Routed to Members Exchange
  • NYSE=Routed to NYSE
  • PERL=Routed to MIAX PEARL
  • PSX=Routed to Nasdaq PSX
  • NSX=Routed to NYSE National
  • DRT=Routed to DRT Pool
  • TFXE=Routed to 24X National Exchange
  • TXSE=Routed to Texas Stock Exchange
  • BATS=Routed to Cboe BZX Exchange*
  • BYXX=Routed to Cboe BYX Exchange*
  • EDGA=Routed to Cboe EDGA Exchange*
  • EDGX=Routed to Cboe EDGX Exchange*
  • *Internally matched if ContraBroker matches the identifier of the local trading platform’s book.
39OrdStatusY
  • State of order.
  • 0=New
  • 1=Partially Filled
  • 2=Filled
  • 3=DoneForDay
  • 4=Canceled
  • 5=Replaced
  • 6=Pending Cancel
  • 8=Rejected
  • A=Pending Ack
  • E=Pending Replace
  • For FIX Drop, only ‘1’ or ‘2’ will be sent and will always equal ExecType (150). For Order by Order FIX Drop, all execution information will be sent.
103OrdRejReasonN
  • Only used when ExecType is Rejected (8).
  • 0=Exchange option
  • 1=Unknown symbol
  • 2=Exchange closed
  • 3=Order exceeds limit
  • 5=Unknown order
  • 6=Duplicate order
  • 8=Stale order
1AccountNCopied from order. For Order by Order FIX Drop, all execution information will be sent.
55SymbolYCopied from order.
65SymbolSfxNCopied from order.
54SideYCopied from order.
38OrderQtyY
  • Copied from order.
  • On restatements ( 150=D) the OrderQty may be updated (for example, for SWP or CMC restatements).
111MaxFloorNCopied from order.
44PriceNCopied from order.
8020DisplayRangeNCopied from order.
9622DiscretionAmountNCopied from order.
59TimeInForceNCopied from order.
126ExpireTimeNCopied from order if TimeInForce is GTD (6) or PTD (T).
439ClearingFirmNCopied from order.
440ClearingAccountCopied from order if present.
32LastSharesN
  • Quantity of shares traded on this fill (zero for non-fills).
  • Reports the amount of shares cancelled for Cboe Market Close restatements, which are sent after each matching session cut-off time.
  • Reports the size of Cboe Market Close fills, which are sent after the official closing price is received from the primary listing exchange..
  • Must request opt-in at firm or port level for "Report MTP Fields" to receive this field on a MTP triggered cancel/restatement where both sides were either reduced or cancelled (i.e. inbound Cancel Both or Decrement). With MTP, this is the number of shares that would have matched.
31LastPxN
  • Price of this fill (zero for non-fills).
  • Reports the price of Cboe Market Close fills, which are sent after the official closing price is received from the primary listing exchange.
  • Must request opt-in at firm or port level for "Report MTP Fields" to receive this field on a MTP triggered cancel/restatement where both sides were either reduced or cancelled (i.e. inbound Cancel Both or Decrement). With MTP, the price at which LastShares would have matched.
151LeavesQtyY
  • Quantity of shares still open for further execution.
  • Will include shares already matched in an earlier session for CMC restatements.
  • Will be zero if order is dead, otherwise will be OrderQty (38) - CumQty (14).
  • Note: It is possible for LeavesQty to be zero when ExecType (150) = 5 indicating that the order is dead.
14CumQtyYCumulative quantity of shares executed for this order.
99StopPxNCopied from order.
6AvgPxYAverage price of executions for this order weighted by trade size. Zero if CumQty is zero.
198SecondaryOrderIDN
  • Present on a MTP triggered cancel/restatement, on a reserve reload restatement, and on a Cancel/Replace acknowledgment that increases the size of a reserve order.
  • Cboe OrderId of contra side of prevented match (MTP), or Cboe PITCH OrderId for displayed portion of reserve order after reload, or Cboe PITCH OrderId for the displayed portion of a reserve order after a Cancel/Replace increased the size of the reserve order.
  • Must request opt-in at firm or port level for "Report MTP Fields" or "Restate on Reload" to receive this field.
9730TradeLiquidityIndicatorY
  • Present for acknowledgments and fills (150=0, 150=1 or 150=2). Recommended mapping to FIX Tag 851 provided:
  • 1st Character
  • A=Trade Added Liquidity (851=1)
  • C=Auction/Uncrossing (851=4)
  • R=Trade Removed Liquidity (851=2)
  • W=Waiting for execution at pre-market time as defined by TimeInForce (59) value and 'Hold Early to 7am' port setting. Only applied on the initial order acknowledgment.
  • X=Routed Trade (851=3)
  • 2nd Character
  • E=Trade added RPI liquidity(BYX and EDGX Only)
  • H=Hidden liquidity add trade
  • I=Hidden liquidity add trade that was price improved
  • J=Execution from order that joined the NBBO
  • P=Periodic Auction(BYX Only)
  • S=NBBO-Setter fee eligible
  • V=Visible liquidity add trade that was price improved
  • m=Trade added or removed liquidity against a Midpoint peg
  • s=Order set the NBBO but is not fee eligible
  • Must request opt-in at firm or port level to receive 2nd characters in this field. To allow for future expansion of this field, please ignore values with an unknown character in the 2nd position.
  • MTP
  • For members that opt-in to Report MTP Fields functionality (at firm or port level), the liquidity add and remove values may be presented on an MTP triggered cancel/restatement.
  • State Change Tracking
  • For members that opt-in to State Change Tracking at the port level, order acks (150=0), modify acks (150=5) and restatements (150=D with 378=4) will carry 9730 messages defined as follows:
  • A=Zero or more immediate partial remove fills followed by posting.
  • R=Zero or more immediate partial remove fills followed by a cancel (or full fill).
  • X=Zero or more immediate partial remove fills followed by routing.
9882FeeCodeNSpecific fee code associated with execution. See the Fee Schedule for the respective market for possible values.
9621AccessFee NTransaction fee or rebate, inclusive of earned tiers, for the trade. Only present when ExecType (150) = 1 or ExecType (150) = 2.
9690WorkingPriceN
  • Must be enabled at the firm or port level. Only present on Accepted, Replaced, or Restated and only when order is fully or partially booked.
  • If Price had to be adjusted to a less aggressive value to avoid crossing the NBBO, the adjusted price will be reported here, otherwise equals Price.
9691InitialDisplayPriceN
  • Must be enabled at the firm or port level. Only present on Accepted, Replaced, or Restated and only when order is fully or partially booked.
  • If order had to be temporarily displayed at a less aggressive value to avoid locking the NBBO, the initial displayed price will be reported here, otherwise equals WorkingPrice.
9617ModifySequenceNFIX Drop only. Base 36 number of times order has been replaced.
9688OrigCompIDN
  • FIX Drop only. TargetCompID of original FIX exec report.
  • FIX Drop port must be configured to send this optional field.
9689OrigSubIDN
  • FIX Drop only. TargetSubID of original FIX exec report.
  • FIX Drop port must be configured to send this optional field.
60TransactTimeYGMT date-time that transaction occurred.
58TextN
  • If present, indicates reason for reject or cancel. Format is one letter reason code followed by colon and space followed by free form text message. (e.g. ‘N: No Liquidity at price’). The specific text the system delivers may vary from the text listed below, to provide clarification of the reject reason.
  • Reason codes are one of the following:
  • A=Admin
  • C=Capacity undefined
  • D=Duplicate identifier (e.g., ClOrdID)
  • E=Size reduction due to SWP restatement
  • F=Failed to quote
  • H=Halted
  • I=Incorrect data center
  • J=Too late to cancel
  • K=Order rate threshold exceeded
  • L=Order would lock or cross NBBO
  • M=Order size exceeded
  • N=Ran out of liquidity to execute against
  • O=ClOrdID doesn’t match a known order
  • P=Can’t modify an order that is pending fill
  • Q=Waiting for first trade
  • R=Routing Unavailable
  • S=Short sale price violation
  • T=Fill would trade through the NBBO
  • U=User requested
  • V=Would wash
  • W=Add liquidity only order would remove
  • X=Order expired
  • Y=Symbol not supported
  • Z=Unforeseen reason
  • f=Risk management MPID or RiskGroupID level
  • m=Market access risk limit exceeded
  • o=Max open orders count exceeded
  • r=Reserve reload
  • s=Risk management symbol level
  • u=Limit Up Limit Down (LULD)
  • w=Would remove on unslide
  • x=Crossed market
  • y=Order received by Cboe during replay
9355CrossTradeFlag(BYX Only)NCopied from order.
5700LocateBrokerNUsed for short sale orders to identify the broker that the short seller has identified as the source from which they will borrow the securities they are selling short.
25020CmcSessions NThe CMC session range the order is eligible to participate in.
25023CmcMatchQtyNReports the number of shares matched during a particular matching session for CMC restatements.
25025StepUpAmount(BYX only)N
  • StepUpAmount is implicitly added to bid prices and subtracted from offer prices for Enhanced RPI (Retail Price Improvement) orders.
  • The StepUpAmount value is specified in 0.001 minimum increments.
  • The minimum value is 0.000 (default).
  • The maximum value is 99.999.
Standard Message TrailerY
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